Fuzzy Random Variables and Its Applications in Fuzzy Regression Model

博士 === 國立政治大學 === 統計學系 === 90 === Conventional study on the regression analysis is based on the conception that the uncertainty of observed data comes from the random property. However, in this paper we consider both of the random property and the fuzzy perception to construct the regression model...

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Bibliographic Details
Main Authors: Neng Feng, Tseng, 曾能芳
Other Authors: 吳柏林
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/43098559339738094577
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Summary:博士 === 國立政治大學 === 統計學系 === 90 === Conventional study on the regression analysis is based on the conception that the uncertainty of observed data comes from the random property. However, in this paper we consider both of the random property and the fuzzy perception to construct the regression model by using of fuzzy random variables. For the fuzzy sample , we will process the parameters estimation of the fuzzy regression, and we call this process as fuzzy regression analysis. The parameters estimation for a fuzzy regression model is generally derived by the linear programming scheme. But it’s result usually doesn’t sufficiently reflect the characteristics of the observed samples. Hence in this paper we propose an alternative technique for parameters estimation in constructing the fuzzy regression model. The result will describe the observed data better than the conventional method did, moreover it will have the fuzzy unbiased properties. For the purpose of fuzzy perception on the fuzzy random variables, we also give definitions for certain important fuzzy statistics such as fuzzy expected value, fuzzy variance and fuzzy median. Finally, we give an example about the Taiwan Business Cycle and the Taiwan Economic Growth Rate for illustration.